CME Euro FX Future June 2007


Trading Metrics calculated at close of trading on 24-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 24-Nov-2006 Change Change % Previous Week
Open 1.3039 1.3202 0.0163 1.3% 1.2928
High 1.3039 1.3202 0.0163 1.3% 1.3202
Low 1.3039 1.3202 0.0163 1.3% 1.2928
Close 1.3039 1.3202 0.0163 1.3% 1.3202
Range
ATR 0.0032 0.0042 0.0009 28.8% 0.0000
Volume 1 4 3 300.0% 6
Daily Pivots for day following 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3202 1.3202 1.3202
R3 1.3202 1.3202 1.3202
R2 1.3202 1.3202 1.3202
R1 1.3202 1.3202 1.3202 1.3202
PP 1.3202 1.3202 1.3202 1.3202
S1 1.3202 1.3202 1.3202 1.3202
S2 1.3202 1.3202 1.3202
S3 1.3202 1.3202 1.3202
S4 1.3202 1.3202 1.3202
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.3933 1.3841 1.3353
R3 1.3659 1.3567 1.3277
R2 1.3385 1.3385 1.3252
R1 1.3293 1.3293 1.3227 1.3339
PP 1.3111 1.3111 1.3111 1.3134
S1 1.3019 1.3019 1.3177 1.3065
S2 1.2837 1.2837 1.3152
S3 1.2563 1.2745 1.3127
S4 1.2289 1.2471 1.3051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3202 1.2928 0.0274 2.1% 0.0000 0.0% 100% True False 1
10 1.3202 1.2912 0.0290 2.2% 0.0000 0.0% 100% True False 2
20 1.3202 1.2830 0.0372 2.8% 0.0004 0.0% 100% True False 3
40 1.3202 1.2642 0.0560 4.2% 0.0003 0.0% 100% True False 3
60 1.3202 1.2642 0.0560 4.2% 0.0003 0.0% 100% True False 4
80 1.3202 1.2642 0.0560 4.2% 0.0002 0.0% 100% True False 3
100 1.3202 1.2642 0.0560 4.2% 0.0003 0.0% 100% True False 3
120 1.3202 1.2642 0.0560 4.2% 0.0003 0.0% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3202
2.618 1.3202
1.618 1.3202
1.000 1.3202
0.618 1.3202
HIGH 1.3202
0.618 1.3202
0.500 1.3202
0.382 1.3202
LOW 1.3202
0.618 1.3202
1.000 1.3202
1.618 1.3202
2.618 1.3202
4.250 1.3202
Fisher Pivots for day following 24-Nov-2006
Pivot 1 day 3 day
R1 1.3202 1.3161
PP 1.3202 1.3120
S1 1.3202 1.3080

These figures are updated between 7pm and 10pm EST after a trading day.

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